+1,579.2%
HWM vs WAT
+232.2%
+1,347.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +3.3% |
| 7D | +1.6% | +6.0% | -4.4% | -0.8% |
| 30D | -3.9% | +9.9% | -13.8% | -7.7% |
| 3M | -23.2% | +17.2% | -40.4% | -28.5% |
| 6M | -20.0% | +34.2% | -54.2% | -30.1% |
| YTD | +5.7% | +25.5% | -19.8% | -6.4% |
| 1Y | +4.9% | +28.3% | -23.4% | -8.2% |
| 3Y | +347.0% | +88.4% | +258.6% | +198.1% |
| 5Y | +563.0% | +36.1% | +526.9% | +410.4% |
| 10Y | +1,579.2% | +234.8% | +1,344.4% | +550.0% |
| All | +1,579.2% | +232.2% | +1,347.0% | +550.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling